I confirm you need mp4 files. Ogv was used with the old way to play videos, which has been deprecated in recent Unity versions. For future references, documentation for the modding system is always at /projects/daggerfall-unity/modding/.
Like the other bug report, this can be marked with [NOT A BUG] and moved to Resolved section.

If you are interested in creating mods for Daggerfall Unity you can find the documentation here.